+197.3%
UNP vs USHY
+49.7%
+147.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -1.8% | -0.7% | -1.1% | -0.7% |
| 30D | -2.7% | -0.7% | -2.1% | -1.7% |
| 3M | +6.5% | +0.1% | +6.4% | +6.4% |
| 6M | +14.4% | +1.8% | +12.6% | +11.1% |
| YTD | +24.8% | +1.8% | +23.0% | +21.3% |
| 1Y | +34.4% | +3.3% | +31.1% | +27.6% |
| 3Y | +43.6% | +27.0% | +16.6% | -0.9% |
| 5Y | +53.2% | +21.0% | +32.2% | +16.2% |
| All | +197.3% | +49.7% | +147.5% | +63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded USHY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling